{
 "cells": [
  {
   "cell_type": "code",
   "execution_count": 1,
   "metadata": {
    "collapsed": true,
    "pycharm": {
     "is_executing": false
    }
   },
   "outputs": [],
   "source": [
    "from datetime import date\n",
    "\n",
    "from gs_quant.datetime.relative_date import RelativeDate\n",
    "from gs_quant.markets.securities import ExchangeCode\n",
    "from gs_quant.session import GsSession, Environment"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 1,
   "outputs": [
    {
     "traceback": [
      "\u001b[1;31m---------------------------------------------------------------------------\u001b[0m",
      "\u001b[1;31mNameError\u001b[0m                                 Traceback (most recent call last)",
      "\u001b[1;32m<ipython-input-1-9373366b8431>\u001b[0m in \u001b[0;36m<module>\u001b[1;34m\u001b[0m\n\u001b[1;32m----> 1\u001b[1;33m \u001b[0myesterday\u001b[0m\u001b[1;33m:\u001b[0m \u001b[0mdate\u001b[0m \u001b[1;33m=\u001b[0m \u001b[0mdate\u001b[0m\u001b[1;33m.\u001b[0m\u001b[0mtoday\u001b[0m\u001b[1;33m(\u001b[0m\u001b[1;33m)\u001b[0m \u001b[1;33m-\u001b[0m \u001b[0mtimedelta\u001b[0m\u001b[1;33m(\u001b[0m\u001b[0mdays\u001b[0m\u001b[1;33m=\u001b[0m\u001b[1;36m1\u001b[0m\u001b[1;33m)\u001b[0m\u001b[1;33m\u001b[0m\u001b[1;33m\u001b[0m\u001b[0m\n\u001b[0m\u001b[0;32m      2\u001b[0m \u001b[0mdate\u001b[0m\u001b[1;33m:\u001b[0m \u001b[0mdate\u001b[0m \u001b[1;33m=\u001b[0m \u001b[0mRelativeDate\u001b[0m\u001b[1;33m(\u001b[0m\u001b[1;34m'-1d'\u001b[0m\u001b[1;33m,\u001b[0m \u001b[0mbase_date\u001b[0m\u001b[1;33m=\u001b[0m\u001b[0myesterday\u001b[0m\u001b[1;33m)\u001b[0m\u001b[1;33m.\u001b[0m\u001b[0mapply_rule\u001b[0m\u001b[1;33m(\u001b[0m\u001b[1;33m)\u001b[0m  \u001b[1;31m# Returns 2 days ago\u001b[0m\u001b[1;33m\u001b[0m\u001b[1;33m\u001b[0m\u001b[0m\n",
      "\u001b[1;31mNameError\u001b[0m: name 'date' is not defined"
     ],
     "ename": "NameError",
     "evalue": "name 'date' is not defined",
     "output_type": "error"
    }
   ],
   "source": [
    "# external users should substitute their client id and secret; please skip this step if using internal jupyterh\n",
    "\n",
    "GsSession.use(Environment.PROD, client_id=None, client_secret=None, scopes=('read_product_data',))"
   ],
   "metadata": {
    "collapsed": false,
    "pycharm": {
     "name": "#%%\n",
     "is_executing": false
    }
   }
  },
  {
   "cell_type": "markdown",
   "source": [
    "## Date Rule conventions\n",
    "A: first day of th year\n",
    "b: business days of calendar passed, USD by default\n",
    "d: Gregorian calendar days\n",
    "e: end of month (ignores number)\n",
    "m: month\n",
    "r: end of year\n",
    "u: business days ignoring USD holidays\n",
    "v: gets last business day of month (does not ignore number)\n",
    "x: gets last business day of month (ignores the number)\n",
    "y: add years, Result will be moved to the next week if falling on a weekend"
   ],
   "metadata": {
    "collapsed": false,
    "pycharm": {
     "name": "#%% md\n"
    }
   }
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "outputs": [],
   "source": [
    "# Returns four business days after the first business day on or after the 15th calendar day of the month\n",
    "date: date = RelativeDate('14d+0u+4u').apply_rule(exchanges=[ExchangeCode.NYSE])"
   ],
   "metadata": {
    "collapsed": false,
    "pycharm": {
     "name": "#%%\n"
    }
   }
  }
 ],
 "metadata": {
  "language_info": {
   "codemirror_mode": {
    "name": "ipython",
    "version": 2
   },
   "file_extension": ".py",
   "mimetype": "text/x-python",
   "name": "python",
   "nbconvert_exporter": "python",
   "pygments_lexer": "ipython2",
   "version": "2.7.6"
  },
  "kernelspec": {
   "name": "python3",
   "language": "python",
   "display_name": "Python 3"
  },
  "pycharm": {
   "stem_cell": {
    "cell_type": "raw",
    "source": [],
    "metadata": {
     "collapsed": false
    }
   }
  }
 },
 "nbformat": 4,
 "nbformat_minor": 0
}
